Empirical Frequentist Coverage of Deep Learning Uncertainty Quantification Procedures

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model’s uncertainty is evaluated using point-prediction metrics, such as the negative log-likelihood (NLL), expec...

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Bibliographic Details
Main Authors: Benjamin Kompa, Jasper Snoek, Andrew L. Beam
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/12/1608